• Engineering - Finance and Risk Engineering - Capital Measurement & Analytic - Analyst/Associate - Hong Kong

    Location(s) HK-Hong Kong
    Job ID
    2017-37833
    Schedule Type
    Full Time
    Level
    Analyst
    Function(s)
    Technology
    Region
    Asia Except Japan
    Division
    Engineering
    Business Unit
    Finance & Risk Engineering
    Employment Type
    Employee
  • MORE ABOUT THIS JOB

    WHAT WE DO

     

    At Goldman Sachs, our Engineers don’t just make things – we make things possible.  Change the world by connecting people and capital with ideas.  Solve the most challenging and pressing engineering problems for our clients.  Join our engineering teams that build massively scalable software and systems, architect low latency infrastructure solutions, proactively guard against cyber threats, and leverage machine learning alongside financial engineering to continuously turn data into action.  Create new businesses, transform finance, and explore a world of opportunity at the speed of markets.

    Engineering, which is comprised of our Technology Division and global strategists groups, is at the critical center of our business, and our dynamic environment requires innovative strategic thinking and immediate, real solutions.  Want to push the limit of digital possibilities?  Start here.

     

    WHO WE LOOK FOR

     

    Goldman Sachs Engineers are innovators and problem-solvers, building solutions in risk management, big data, mobile and more. We look for creative collaborators who evolve, adapt to change and thrive in a fast-paced global environment.

     

    YOUR IMPACT

     

    You will be working alongside a team of engineers towards an infrastructure for the firm to be able to manage and deploy its capital effectively.  You will be using latest technology trends including large databases, efficient code using modern languages and visualization tools to implement the firms’ capital management process. The role will give you an opportunity to

     

    • Interface with the firm’s federation and producing divisions, including Finance Controllers, Finance Risk and Securities Division Management teams to understand and develop our capital management calculations and analytics processes
    • Understand current capital regulatory regime and apply analytics to derive business decisions for utilization of capital
    • Work on understanding the problem of capital management and optimization and develop and deploy solutions
    • Define problem statements, and enjoy working in a dynamic environment with engineers trying new technologies and applying them to solve these problems.

     

     

    RESPONSIBILITIES AND QUALIFICATIONS

    OUR IMPACT

     

    Capital Measurement & Analytic (CMA) engineers are responsible for designing and implementing solutions to calculate, report and analyze the firm’s capital. In an evolving regulatory environment where trading activity is constrained by the associated capital requirement and forward-looking business strategies and decisions are informed by capital, it is critical to be able to perform:

     

    • Frequent and timely calculation of the firm's capital requirements
    • Full-attribution to the business / trading desks that consume that capital.
    • Full explanation of changes in capital required for a desks activities.
    • Evaluate the marginal contribution of any proposed transaction against the entire firm's inventory.
    • Predict the firm’s capital in normal as well as stressed scenarios including CCAR.

     

    The global CMA Team (US, UK, India and Hong Kong) develops and manages the calculators and analytical tools used to optimally commit firm’s capital to activities on an ongoing basis and comply with capital regulations in various jurisdictions.

     

    SKILLS AND EXPERIENCE WE ARE LOOKING FOR

     

    Basic Qualifications

    • Excellent interpersonal/communication skills, both written and verbal
    • Excellent analytical and problem solving skills
    • Comfortable multi-tasking, managing multiple stakeholders and working as part of a dynamic, fast-paced team
    • Expertise in a programming language (JAVA/Scala/etc) & experience with relational databases
    • Excellent academic background in quantitative fields - Computer Science, Applied Mathematics, Physics, Engineering, Statistics

     

    Preferred Qualifications

     

    • Knowledge of data analytics, principles of risk analysis and capital regulation (e.g. Basel3, COREP, CCAR, capital optimization) a plus
    • Technologies: Web/RESTful service development: HTML 5, JavaScript/React/AngularJS, JSON, Java/Scala, Tableau, Slang/Secdb

     

     

    ABOUT GOLDMAN SACHS

    The Goldman Sachs Group, Inc. is a leading global investment banking, securities and investment management firm that provides a wide range of financial services to a substantial and diversified client base that includes corporations, financial institutions, governments and individuals. Founded in 1869, the firm is headquartered in New York and maintains offices in all major financial centers around the world.

    © The Goldman Sachs Group, Inc., 2018. All rights reserved Goldman Sachs is an equal employment/affirmative action employer Female/Minority/Disability/Vet.

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